Mechanical components made of alloy steel are susceptible to severe surface wear after long periods of operation. The construction of protective coatings with high wear resistance and self-healing properties provides references for solving this problem. Herein, a highly wear-resistant coating (named as C-EP/PFW) that can rapidly self-healing under photothermal conditions was constructed by introducing both a novel phase-change material (polytetrafluoro-wax) and polydopamine-functionalized carbon nanotubes (PDA/CNTs) into the epoxy resin. The melt-phase transition of PFW at approx. 120 °C induces intermolecular phase migration and repair of the damaged area. The PDA/CNTs can act as microscopic bearings to enhance the load-bearing capacity of the composite coating, they can also construct thermal conductivity networks to enhance the thermal conductivity and repair efficiency of the coating. Based on the perfect combination of CNTs' excellent thermal conductivity and PDA's photothermal conversion capability, the average repair rate of the composite coating was increased by 20.7 % than pure EP/PFW coating. Additionally, the C-EP/PFW coatings in both dry and wet friction environments (seawater and sunflower oil) exhibited excellent self-lubricating properties. This is attributed to the synergistic of the soft lubricating phase on the repair of the lubrication transfer film and the microscopic slipping layer constructed by the CNTs at the tribofilm. The C-EP/PFW coatings, which are capable of rapid self-healing in thermal environments, provide a reference for the construction of highly wear-resistant protective layers on the surfaces of steel mechanical components.